Valuation uncertainty risk compensation and IPO prospectus earning forecasts

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dc.contributor.authorShi, Jing
dc.contributor.authorBilson, Chris
dc.contributor.authorPowell, John G
dc.date.accessioned2015-12-08T22:16:36Z
dc.date.issued2008
dc.date.updated2015-12-08T08:02:48Z
dc.description.abstractYounger, riskier, less credible firms do not voluntarily supply initial public offering prospectus earnings forecasts. Nondisclosure increases valuation uncertainty risk, thus necessitating higher first-day underpricing and long-run performance as compensation.
dc.identifier.issn1350-4851
dc.identifier.urihttp://hdl.handle.net/1885/30749
dc.publisherRoutledge, Taylor & Francis Group
dc.sourceApplied Economics Letters
dc.subjectKeywords: forecasting method; industrial performance; risk assessment; uncertainty analysis; valuation
dc.titleValuation uncertainty risk compensation and IPO prospectus earning forecasts
dc.typeJournal article
local.bibliographicCitation.lastpage335
local.bibliographicCitation.startpage331
local.contributor.affiliationShi, Jing, College of Business and Economics, ANU
local.contributor.affiliationBilson, Chris, College of Business and Economics, ANU
local.contributor.affiliationPowell, John G, Massey University
local.contributor.authoruidShi, Jing, u9702681
local.contributor.authoruidBilson, Chris, u9618214
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor150201 - Finance
local.identifier.ariespublicationu8902633xPUB76
local.identifier.citationvolume15
local.identifier.doi10.1080/13504850600706107
local.identifier.scopusID2-s2.0-41549096415
local.identifier.thomsonID000254346600002
local.type.statusPublished Version

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